T-Digest is a relatively new online percentile and quantile estimation algorithm that can be used to estimate highly accurate values of the median, 90th percentile, 99th percentile etc of a data set while only storing a small constant fraction of the dataset. This is useful for computing percentiles...
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Do you find yourself adding numbers to the collection and recalculating mean each time? This package is intended to solve the issue. The statistics are always ready and calculating mean for next element does not require iterating over whole collection. On-the-fly calculation of mean, variance,...
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